It may be that the types of characters that your players have created are not suited to this style of adventuring. Zak wrote an excellent blog post about this: Sandboxes And The Roguish Work Ethic
A hook isn't automatically a hook for a bunch of lovable rakes:
"A cleric has been found dead in the
town square."
"Well why should we care?"
"The church is offering a reward of
600 gold pieces to find the killer."
"Um, couldn't we just sack the church
and make more than that? I mean, who
was this cleric anyway? Maybe he
deserved it..."
When you're a thief, the world is your
sandbox. When you're an Epic Hero,
it's a big fire house you sit around
in waiting for a fire.
Now, "rogue" here refers to an attitude, rather than any specific character class or game mechanic. These characters are highly self-motivated and proactive. Using their knowledge of your game world, they devise their own schemes for seeking wealth and fame. Usually these schemes are disruptive to the status quo, thus the "authorities" seek to stop them.
(the NPCs are then reacting to what the player characters do, rather than the usual quest where the PCs act at an NPC's behest or respond to an external event in the game world)
If both you and your players still have the goal of an enjoyable, sandbox-style game, then I can see two possibilities:
- Roll up new characters that have backgrounds and motivations that are more conducive to raising hell.
- Evolve the existing characters into more proactive denizens of your game world.
Now, many characters will evolve in this direction over time. As they become more powerful, they are more confident in their ability to make a difference with their actions. In the course of their adventures, they learn more about your game world and thus have more information to decide what to do. They should also become personally invested in your game world: pay attention to their favorite NPCs and locations (as well as NPCs whom they despise).
If you are going to introduce a plot hook, make it affect the player characters personally. Give them a reason to care. Perhaps their favorite NPC is kidnapped, or their local drinking hole is going bankrupt. That is one of the main advantages of tabletop roleplaying: you can tailor the adventure to suit the adventuring party.
One plot hook that I have used to great effect in my own sandbox campaign is from The Maze of Screaming Silence by James Thomson: one of the player characters has recurring nightmares. In their dreams, they see the location of the major story arc that you want to introduce. Of course, you also need to come up with a solid reason why that specific person should be having nightmares. Hopefully, it will pique their curiosity a little.